Actually, if I turn on the TV first, it wakes-up the Denon. So HDMI-CEC is not simply used for power-off. Instead I really think it's working inconsistently.
I have a Logitech Harmony and my whole point for HDMI-CEC is to eliminate IR codes. I hate having to hold the remote at the TV etc while 3+ series of codes are broadcast. The Denon 'QuickSelect' already shortened the series by avoiding the Denon power-on command.
My point is that the "consistency" only refers to turning the AVR OFF, rather than turning it back on again which may or may not work depending on the devices connected.